Setting a multimeter to measure resistors and using that for a capacitor is not a good way.
The capacitor could be very large and its leakage current could be more than what the multimeter uses. The capacitor could be very small, and then you can not see it. If the capacitor is still in the circuit, then anything is possible.
What you can do is to charge a big capacitor to a certain voltage, then wait for 10 or 30 minutes, and then measure the voltage. If there is still enough voltage, then it has a low internal leakage.
Do you know what the best way is to deal with capacitors ? If your are not sure if they are okay and if they are from a unknown brand, then replace them with good quality capacitors.
There was a time when cheap capacitors failed. See Wikipedia about the Capacitor Plague.
This forum is about Arduino. Nick Gammon has a sketch to measure small capacitors: https://www.gammon.com.au/forum/?id=12075